Anic Equity¶

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Total return since start: 0.696 %¶

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Equity now: -----------------------------> 51796.99 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48597.93 Kr¶

PnL: ---------------------------------------> -489.64 Kr¶

DD now: ---------------------------------> -0.284 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 10:53:58.362240'

Anic Portfolio¶

Today¶

Return: 0.306 %¶

This Week¶

Return: 8.984 %¶

Total¶

Return: 69.57 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -1.100000 3385.800000 205.800000 6.470000 3180.000006
HMS Networks 2 3.700000 807.200000 134.200000 19.940000 673.000000
Nordea Bank Abp 29 1.080000 3569.900000 115.900000 3.360000 3453.999992
HEBA B 70 2.360000 2737.000000 101.000000 3.830000 2636.000010
SAAB B 8 1.550000 3469.600000 92.600000 2.740000 3377.000000
Fasadgruppen Group 38 0.730000 4195.200000 54.200000 1.310000 4140.999992
Swedbank A 3 2.500000 616.200000 52.200000 9.260000 564.000000
Resurs Holding 22 1.480000 620.400000 46.400000 8.080000 573.999998
AcadeMedia 12 1.220000 598.560000 41.560000 7.460000 557.000004
MedCap 2 -1.080000 458.000000 37.000000 8.790000 421.000000
Samhällsbyggnadsbo. i Norden B 20 2.240000 388.400000 33.400000 9.410000 355.000000
Intrum 4 1.970000 550.000000 23.000000 4.360000 527.000000
Norva24 Group 16 -2.500000 561.600000 18.600000 3.430000 543.000000
Eastnine 4 1.600000 508.800000 17.800000 3.630000 491.000000
OEM International B 7 0.130000 543.200000 15.200000 2.880000 527.999997
Fastighetsbolag. Emilshus Pref 21 0.180000 573.300000 11.300000 2.010000 562.000005
Securitas B 6 1.320000 579.600000 9.600000 1.680000 570.000000
Coor Service Management Hold. 8 1.270000 540.800000 8.800000 1.650000 532.000000
Boozt 12 1.840000 1660.800000 6.800000 0.410000 1653.999996
Samhällsbyggnadsbo. i Norden D 12 1.940000 252.000000 6.000000 2.440000 246.000000
Karnov Group 9 0.000000 540.000000 4.000000 0.750000 536.000004
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Corem Property Group B 59 2.560000 578.200000 1.200000 0.210000 576.999999
Handelsbanken A 5 0.460000 546.750000 0.750000 0.140000 546.000000
Midsona B 63 0.880000 580.230000 -2.770000 -0.480000 582.999984
Sampo Oyj SDB 7 0.550000 3843.000000 -7.000000 -0.180000 3850.000000
CTEK 13 2.600000 512.850000 -21.150000 -3.960000 533.999999
International Petroleum Corp. 5 0.270000 564.000000 -30.570000 -5.140000 594.565215
Essity B 2 -0.700000 541.600000 -32.400000 -5.640000 574.000000
Vivesto 1368 -1.220000 554.040000 -58.960000 -9.620000 612.999432
Essity A 4 -0.730000 1084.000000 -65.000000 -5.660000 1149.000000
Beijer Electronics Group 27 -0.900000 2975.400000 -108.600000 -3.520000 3083.999994
OX2 22 4.540000 1850.200000 -138.800000 -6.980000 1989.000002
Axfood 15 -4.310000 3859.500000 -440.500000 -10.240000 4300.000005
Ovzon 64 -0.750000 3372.800000 -623.200000 -15.600000 3996.000000
TOTAL 48597.930000 -489.640000 -0.28375% 49087.564636

Updated:¶

'2023-02-01 10:54:11.156251'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶